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Which of the following is NOT true? 1 ) A volatility surface provides more information than a single volatility smile 2 ) A volatility surface
Which of the following is NOT true?
A volatility surface provides more information than a single volatility smile
A volatility surface is used to determine the implied volatility of an option that does not trade actively
A volatility surface can be determined from a single volatility smile using interpolation
A volatility surface incorporates information about options with different maturity dates
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